+26.8%
PL vs EXEL
+178.7%
-152.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.3% | +9.1% | +10.0% |
| 7D | -6.8% | +0.3% | -7.1% | -6.7% |
| 30D | -29.3% | +19.0% | -48.3% | -32.6% |
| 3M | -44.8% | +33.3% | -78.0% | -49.1% |
| 6M | -68.4% | +42.9% | -111.2% | -71.5% |
| YTD | -36.4% | +58.7% | -95.1% | -44.5% |
| 1Y | +0.7% | +70.5% | -69.8% | -13.8% |
| 3Y | +455.3% | +233.8% | +221.5% | +289.0% |
| 5Y | +22.7% | +259.3% | -236.7% | -15.7% |
| All | +26.8% | +178.7% | -152.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling